Anic Equity

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Total return since start: 0.605 %

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Equity now: -----------------------------> 49018.81 Kr

Max Equity ever reached: ------------> 53120.35 Kr

Portfolio value: --------------------------> 44849.93 Kr

PnL: ---------------------------------------> -98.07 Kr

DD now: ---------------------------------> -7.721 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-07-03 17:03:53.247084'

Anic Portfolio

Today

Return: -0.577 %

This Week

Return: -0.577 %

Total portfolio value

Return including deposits: 60.475 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Hennes & Mauritz B	9	-0.170000	1663.740000	196.200000	13.370000	1467.540000
Sedana Medical	93	2.290000	2572.380000	57.660000	2.290000	2514.720000
Hoist Finance	35	2.150000	999.250000	21.000000	2.150000	978.250000
Platzer Fastigheter Holding B	12	2.130000	979.200000	20.400000	2.130000	958.800000
Orrön Energy	180	0.750000	2055.600000	18.000000	0.880000	2037.600000
JM	6	2.090000	880.200000	18.000000	2.090000	862.200000
HEXPOL B	9	0.170000	1030.500000	12.600000	1.240000	1017.900000
Sagax B	4	1.460000	864.400000	12.400000	1.460000	852.000000
Catena	2	1.520000	801.600000	12.000000	1.520000	789.600000
Atrium Ljungberg B	5	1.290000	945.000000	12.000000	1.290000	933.000000
BioGaia B	8	0.600000	933.600000	5.600000	0.600000	928.000000
Sagax A	4	-0.470000	856.000000	4.000000	0.470000	852.000000
Biotage	7	0.370000	942.900000	3.500000	0.370000	939.400000
Hexatronic Group	12	0.350000	967.920000	3.360000	0.350000	964.560000
Clas Ohlson B	12	0.310000	973.800000	3.000000	0.310000	970.800000
Gränges	9	0.190000	927.900000	1.800000	0.190000	926.100000
Bilia A	8	0.000000	899.200000	1.600000	0.180000	897.600000
ASSA ABLOY B	3	0.120000	777.900000	0.900000	0.120000	777.000000
AcadeMedia	8	-0.400000	401.200000	0.000000	0.000000	401.200000
Byggmax Group	33	0.000000	954.360000	0.000000	0.000000	954.360000
EQT	4	-0.290000	827.200000	-2.400000	-0.290000	829.600000
Creaspac SPAC	39	-0.210000	3705.000000	-3.900000	-0.110000	3708.900000
SKF B	5	-0.530000	933.000000	-5.000000	-0.530000	938.000000
Alimak Group	11	-0.590000	920.700000	-5.500000	-0.590000	926.200000
Addnode Group B	11	-1.020000	909.150000	-9.350000	-1.020000	918.500000
OX2	13	-1.100000	937.300000	-10.400000	-1.100000	947.700000
Nordic Waterproofing Holding	7	-2.030000	945.000000	-19.600000	-2.030000	964.600000
VEF	909	-2.160000	1812.550000	-32.720000	-1.770000	1845.270000
Latour B	4	-4.260000	818.800000	-36.400000	-4.260000	855.200000
Vitec Software Group B	2	-3.410000	1047.000000	-37.000000	-3.410000	1084.000000
Indutrade	5	-4.160000	1164.000000	-50.500000	-4.160000	1214.500000
Bufab	3	-4.830000	1053.000000	-53.400000	-4.830000	1106.400000
Hexagon B	26	-1.770000	3390.400000	-61.100000	-1.770000	3451.500000
INVISIO	16	-1.960000	3608.000000	-72.000000	-1.960000	3680.000000
BHG Group	97	-7.130000	1352.180000	-102.820000	-7.070000	1455.000000
TOTAL			44849.930000	-98.070000	-7.72122%	44948.000000

Updated:

'2023-07-03 17:04:10.269672'

None

Last optimization/rebalancing:

'2023-06-15'

Next optimization/rebalancing:

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.